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Timeline for Central limit theorem notation

Current License: CC BY-SA 4.0

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Feb 10, 2023 at 21:55 comment added Zhanxiong OK, thanks for the clarification. Probably you are talking about the triangular array, which is the most general :) That is good.
Feb 10, 2023 at 21:46 comment added utobi @Zhanxiong thanks for the remark. Clearly, $X_1,\ldots,X_n$ must be defined on a common triple, but the point is that for $n +1$, we could switch to a different triple.
Feb 10, 2023 at 21:27 comment added Zhanxiong Another way to see this is that the "independence" can only be defined on a common probability space.
Feb 10, 2023 at 21:19 comment added Zhanxiong As $n$ changes, the underlying probability space may change, I can see what you meant. However, it should be noted that since $X_1, \ldots, X_n, \ldots$ need to be added, they need to be defined on a common sample space.
Feb 10, 2023 at 20:54 history answered utobi CC BY-SA 4.0